ECON 424/AMATH
462: Computational Finance and Financial Econometrics

Class Syllabus

Note 1: In the Reading column below,
"ZLM" refers to A Beginner's Guide to R by Zuur, Leno and Meesters;
"R Cookbook" refers to R Cookbook by Teetor; "EZ" referes
to lecture notes by Eric Zivot, "EG" refers to Modern Portfolio
Theory by Elton and Gruber,
"Ruppert" refers to Statistics and Data Analysis for Financial Engineers
by Ruppert .
"*" denotes optional reading.

Note 2: Recent changes to the
reading list are denoted with
.

Note 3: My lecture notes are preliminary and incomplete and are not
guaranteed to be free of errors. Also, as the quarter progresses I will be making changes
and additions to the notes so check the revision dates to make sure you have the most up
to date set of notes. Please let me know if you find typos or other
errors.